It is located on the Quiet Cave route.It takes 100,000 watts on your Pokewalker to unlock and about 500 steps in the cave to find one. Hope this helps :)
PokéWalker - Quiet Cave - 100 000 watts http://www.serebii.net/heartgoldsoulsilver/pokewalker-area.shtml#quietcave Yes,you can catch Feebas,but not in the actual DS game.
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